The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

We consider an optimal trading problem for an investor who trades Bitcoin spot and Bitcoin
inverse futures, plus a risk-free asset. The investor seeks an optimal strategy to maximize …

We consider an insurance market consisting of multiple competitive insurers with a mean
field interaction via their terminal wealth under the exponential utility with relative …

We consider a continuous-time model in which an insurer proposes an insurance contract to
a potential insured. Motivated by climate change and catastrophic events, we assume that …

This paper is devoted to the study of the optimal investment and risk control strategy for an
insurer who has some inside information on the financial market and the insurance …

This article describes a robust continuous-time asset-liability management problem under
Markov regime-switching. First, we employ the “homothetic robustness” to preserve the …

We study an optimal investment and risk control problem for an insurer under stochastic
factor. The insurer allocates his wealth across a riskless bond and a risky asset whose drift …

This paper investigates an optimal reinsurance-investment problem in relation to thinning
dependent risks. The insurer's wealth process is described by a risk model with two …

We consider an optimal investment and risk control problem for an insurer under the mean–
variance (MV) criterion. By introducing a deterministic auxiliary process defined forward in …

In this paper, we apply the martingale approach to investigate the optimal investment and
risk regulation problem for an insurer. Assume that the insurer is allowed to invest in a …